M. Ndaoud

activity

20152026

most citedInterplay of minimax estimation and minimax support recovery under sparsity

6 citations · 12 across the 11 of their papers we have counts for

collaborators

Showing 2020Show all

3 papers · 1 filter

math.ST2020

Near-Optimal Procedures for Model Discrimination with Non-Disclosure Properties

Dmitrii M. Ostrovskii, Mohamed Ndaoud, Adel Javanmard +1

Let $θ_{0}, θ_{1} \in R^{d}$ be the population risk minimizers associated to some loss $ℓ : R^{d} \times Z \to R$ and two distributions $\mathbb{P}_0,\mat…

math.ST2020★ 2 cited

Scaled minimax optimality in high-dimensional linear regression: A non-convex algorithmic regularization approach

Mohamed Ndaoud

The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is…

math.ST2020

Robust and efficient mean estimation: an approach based on the properties of self-normalized sums

Stanislav Minsker, Mohamed Ndaoud

Let $X$ be a random variable with unknown mean and finite variance. We present a new estimator of the mean of $X$ that is robust with respect to the possible presence of outliers i…